+35,729.8%
CTSH vs IT
+515.6%
+35,214.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.6% |
| 7D | +1.8% | -7.5% | +9.3% | +4.7% |
| 30D | +9.8% | -1.2% | +11.0% | +9.8% |
| 3M | +12.1% | -2.2% | +14.3% | +12.4% |
| 6M | +27.4% | +19.1% | +8.3% | +17.7% |
| YTD | -20.3% | -25.1% | +4.8% | -13.7% |
| 1Y | -8.8% | -17.4% | +8.6% | -4.7% |
| 3Y | +4.0% | -54.1% | +58.1% | +30.3% |
| 5Y | -12.2% | -42.7% | +30.5% | 0.0% |
| 10Y | +38.7% | +88.1% | -49.4% | -0.6% |
| All | +35,729.8% | +515.6% | +35,214.2% | +13,600.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling